Yes, they do start out early - from the very first study.
I was twenty when I had my first study with the jw. I had never heard of the group before, a fact which my bible study conductor didn't believe. Knowing what I know now, I bet he thought I was an apostate or something. Anyway, the first study I attended was actually my friend's study. He was on Chapter 3 of the live forever book, who is god. (I think, it's been a while)
We came to the point where the book makes the assertion that god's name is jehovah. (I think they capitalized the J though). Anyway, I had never heard that name either and I told the study conductor. He then told me that I needed to use that name or I wouldn't be talking to god. He told me that if I didn't call god by the name jehovah, that it was anyone's bet who would get my prayer (apparently prayer delivery is even worse than mail deliver here on earth.)
So, I started thinking about all the times I'd felt that I'd prayed to god and that he'd answered me and I was a bit offended. I wish I would have been enough offended to halt the study, but I can't go back and change the past. At any rate, this "servant of god" actually had the gall to judge my prayers, prayers that he didn't know anything about on the very first day he met me.